Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming...

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Empirical Statistical Mechanics Wang, Xiaoming [email protected] Florida State University Stochastic and Probabilistic Methods in Ocean-Atmosphere Dynamics, Victoria, July 2008 Wang, Xiaoming [email protected] Empirical Statistical Mechanics

Transcript of Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming...

Page 1: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Empirical Statistical Mechanics

Wang Xiaomingwxmmathfsuedu

Florida State University

Stochastic and Probabilistic Methods in Ocean-AtmosphereDynamics Victoria July 2008

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 2 Logistic map

T (x) = 4x(1minus x) x isin [01]

Figure Sensitive dependence

0 20 40 60 80 100 120 140 160 180 2000

01

02

03

04

05

06

07

08

09

1

Orbits of the Logistic map with close ICs

Figure Statistical coherence

-02 0 02 04 06 08 1 120

100

200

300

400

500

600

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 3 Lorenz 96 model

Edward Norton Lorenz 1917-2008

Lorenz96 duj

dt= (uj+1 minus ujminus2)ujminus1 minus uj + F

j = 01 middot middot middot J J = 5F = minus12

Figure Sensitive dependence Figure Statistical coherence

minus20 minus10 0 10 200

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minus20 minus10 0 10 200

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minus20 minus10 0 10 200

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minus20 minus10 0 10 200

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Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 3 Lorenz 96 model

Edward Norton Lorenz 1917-2008

Lorenz96 duj

dt= (uj+1 minus ujminus2)ujminus1 minus uj + F

j = 01 middot middot middot J J = 5F = minus12

Figure Sensitive dependence

(Sensitive dependence)

Figure Statistical coherence

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

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14000

minus20 minus10 0 10 200

2000

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minus20 minus10 0 10 200

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minus20 minus10 0 10 200

2000

4000

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14000

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

L96_demoavi
Media File (videoavi)

Example 4 Rayleigh-Beacutenard convection

1Pr

(partupartt

+ (u middot nabla)u) +nablap = ∆u + Ra kθ nabla middot u = 0 u|z=01 = 0

partθ

partt+ u middot nablaθ minus u3 = ∆θ θ|z=01 = 0 (θ = T minus (1minus z))

Pr =ν

κ

Ra =gα(Tbottom minus Ttop)h3

νκ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Figure Lord Rayleigh (JohnWilliam Strutt) 1842-1919

Figure Henri Beacutenard (left)1874-1939

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

RBC set-up and numerics

Figure RBC set-up Figure Numerical simulation

(infin Pr simulation)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

m1mpg
Media File (videompeg)

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 2: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 2 Logistic map

T (x) = 4x(1minus x) x isin [01]

Figure Sensitive dependence

0 20 40 60 80 100 120 140 160 180 2000

01

02

03

04

05

06

07

08

09

1

Orbits of the Logistic map with close ICs

Figure Statistical coherence

-02 0 02 04 06 08 1 120

100

200

300

400

500

600

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 3 Lorenz 96 model

Edward Norton Lorenz 1917-2008

Lorenz96 duj

dt= (uj+1 minus ujminus2)ujminus1 minus uj + F

j = 01 middot middot middot J J = 5F = minus12

Figure Sensitive dependence Figure Statistical coherence

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 3 Lorenz 96 model

Edward Norton Lorenz 1917-2008

Lorenz96 duj

dt= (uj+1 minus ujminus2)ujminus1 minus uj + F

j = 01 middot middot middot J J = 5F = minus12

Figure Sensitive dependence

(Sensitive dependence)

Figure Statistical coherence

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

L96_demoavi
Media File (videoavi)

Example 4 Rayleigh-Beacutenard convection

1Pr

(partupartt

+ (u middot nabla)u) +nablap = ∆u + Ra kθ nabla middot u = 0 u|z=01 = 0

partθ

partt+ u middot nablaθ minus u3 = ∆θ θ|z=01 = 0 (θ = T minus (1minus z))

Pr =ν

κ

Ra =gα(Tbottom minus Ttop)h3

νκ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Figure Lord Rayleigh (JohnWilliam Strutt) 1842-1919

Figure Henri Beacutenard (left)1874-1939

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

RBC set-up and numerics

Figure RBC set-up Figure Numerical simulation

(infin Pr simulation)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

m1mpg
Media File (videompeg)

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 3: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 2 Logistic map

T (x) = 4x(1minus x) x isin [01]

Figure Sensitive dependence

0 20 40 60 80 100 120 140 160 180 2000

01

02

03

04

05

06

07

08

09

1

Orbits of the Logistic map with close ICs

Figure Statistical coherence

-02 0 02 04 06 08 1 120

100

200

300

400

500

600

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 3 Lorenz 96 model

Edward Norton Lorenz 1917-2008

Lorenz96 duj

dt= (uj+1 minus ujminus2)ujminus1 minus uj + F

j = 01 middot middot middot J J = 5F = minus12

Figure Sensitive dependence Figure Statistical coherence

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 3 Lorenz 96 model

Edward Norton Lorenz 1917-2008

Lorenz96 duj

dt= (uj+1 minus ujminus2)ujminus1 minus uj + F

j = 01 middot middot middot J J = 5F = minus12

Figure Sensitive dependence

(Sensitive dependence)

Figure Statistical coherence

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

L96_demoavi
Media File (videoavi)

Example 4 Rayleigh-Beacutenard convection

1Pr

(partupartt

+ (u middot nabla)u) +nablap = ∆u + Ra kθ nabla middot u = 0 u|z=01 = 0

partθ

partt+ u middot nablaθ minus u3 = ∆θ θ|z=01 = 0 (θ = T minus (1minus z))

Pr =ν

κ

Ra =gα(Tbottom minus Ttop)h3

νκ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Figure Lord Rayleigh (JohnWilliam Strutt) 1842-1919

Figure Henri Beacutenard (left)1874-1939

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

RBC set-up and numerics

Figure RBC set-up Figure Numerical simulation

(infin Pr simulation)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

m1mpg
Media File (videompeg)

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 4: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 2 Logistic map

T (x) = 4x(1minus x) x isin [01]

Figure Sensitive dependence

0 20 40 60 80 100 120 140 160 180 2000

01

02

03

04

05

06

07

08

09

1

Orbits of the Logistic map with close ICs

Figure Statistical coherence

-02 0 02 04 06 08 1 120

100

200

300

400

500

600

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 3 Lorenz 96 model

Edward Norton Lorenz 1917-2008

Lorenz96 duj

dt= (uj+1 minus ujminus2)ujminus1 minus uj + F

j = 01 middot middot middot J J = 5F = minus12

Figure Sensitive dependence Figure Statistical coherence

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 3 Lorenz 96 model

Edward Norton Lorenz 1917-2008

Lorenz96 duj

dt= (uj+1 minus ujminus2)ujminus1 minus uj + F

j = 01 middot middot middot J J = 5F = minus12

Figure Sensitive dependence

(Sensitive dependence)

Figure Statistical coherence

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

L96_demoavi
Media File (videoavi)

Example 4 Rayleigh-Beacutenard convection

1Pr

(partupartt

+ (u middot nabla)u) +nablap = ∆u + Ra kθ nabla middot u = 0 u|z=01 = 0

partθ

partt+ u middot nablaθ minus u3 = ∆θ θ|z=01 = 0 (θ = T minus (1minus z))

Pr =ν

κ

Ra =gα(Tbottom minus Ttop)h3

νκ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Figure Lord Rayleigh (JohnWilliam Strutt) 1842-1919

Figure Henri Beacutenard (left)1874-1939

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

RBC set-up and numerics

Figure RBC set-up Figure Numerical simulation

(infin Pr simulation)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

m1mpg
Media File (videompeg)

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 5: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 2 Logistic map

T (x) = 4x(1minus x) x isin [01]

Figure Sensitive dependence

0 20 40 60 80 100 120 140 160 180 2000

01

02

03

04

05

06

07

08

09

1

Orbits of the Logistic map with close ICs

Figure Statistical coherence

-02 0 02 04 06 08 1 120

100

200

300

400

500

600

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 3 Lorenz 96 model

Edward Norton Lorenz 1917-2008

Lorenz96 duj

dt= (uj+1 minus ujminus2)ujminus1 minus uj + F

j = 01 middot middot middot J J = 5F = minus12

Figure Sensitive dependence Figure Statistical coherence

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 3 Lorenz 96 model

Edward Norton Lorenz 1917-2008

Lorenz96 duj

dt= (uj+1 minus ujminus2)ujminus1 minus uj + F

j = 01 middot middot middot J J = 5F = minus12

Figure Sensitive dependence

(Sensitive dependence)

Figure Statistical coherence

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

L96_demoavi
Media File (videoavi)

Example 4 Rayleigh-Beacutenard convection

1Pr

(partupartt

+ (u middot nabla)u) +nablap = ∆u + Ra kθ nabla middot u = 0 u|z=01 = 0

partθ

partt+ u middot nablaθ minus u3 = ∆θ θ|z=01 = 0 (θ = T minus (1minus z))

Pr =ν

κ

Ra =gα(Tbottom minus Ttop)h3

νκ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Figure Lord Rayleigh (JohnWilliam Strutt) 1842-1919

Figure Henri Beacutenard (left)1874-1939

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

RBC set-up and numerics

Figure RBC set-up Figure Numerical simulation

(infin Pr simulation)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

m1mpg
Media File (videompeg)

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 6: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 2 Logistic map

T (x) = 4x(1minus x) x isin [01]

Figure Sensitive dependence

0 20 40 60 80 100 120 140 160 180 2000

01

02

03

04

05

06

07

08

09

1

Orbits of the Logistic map with close ICs

Figure Statistical coherence

-02 0 02 04 06 08 1 120

100

200

300

400

500

600

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 3 Lorenz 96 model

Edward Norton Lorenz 1917-2008

Lorenz96 duj

dt= (uj+1 minus ujminus2)ujminus1 minus uj + F

j = 01 middot middot middot J J = 5F = minus12

Figure Sensitive dependence Figure Statistical coherence

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 3 Lorenz 96 model

Edward Norton Lorenz 1917-2008

Lorenz96 duj

dt= (uj+1 minus ujminus2)ujminus1 minus uj + F

j = 01 middot middot middot J J = 5F = minus12

Figure Sensitive dependence

(Sensitive dependence)

Figure Statistical coherence

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

L96_demoavi
Media File (videoavi)

Example 4 Rayleigh-Beacutenard convection

1Pr

(partupartt

+ (u middot nabla)u) +nablap = ∆u + Ra kθ nabla middot u = 0 u|z=01 = 0

partθ

partt+ u middot nablaθ minus u3 = ∆θ θ|z=01 = 0 (θ = T minus (1minus z))

Pr =ν

κ

Ra =gα(Tbottom minus Ttop)h3

νκ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Figure Lord Rayleigh (JohnWilliam Strutt) 1842-1919

Figure Henri Beacutenard (left)1874-1939

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

RBC set-up and numerics

Figure RBC set-up Figure Numerical simulation

(infin Pr simulation)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

m1mpg
Media File (videompeg)

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 7: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Example 1 Large Hamiltonian systemLarge (N 1) particles with position xj = qj and momentum pj(j = 1 middot middot middot N)

Least action principle

A =

int t

t0L(x(s) x(s) s) ds

Lagrange equations of motion

partLpartxj

minus ddtpartLpartxj

= 0

HamiltonianH =

sumj

pj xj minus L pj =partLpartxj

Hamiltonian system (common notation qj = xj )

dxj

dt=partHpartpj

dpj

dt= minuspartH

partxj

Conservation of the Hamiltonian HWang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 2 Logistic map

T (x) = 4x(1minus x) x isin [01]

Figure Sensitive dependence

0 20 40 60 80 100 120 140 160 180 2000

01

02

03

04

05

06

07

08

09

1

Orbits of the Logistic map with close ICs

Figure Statistical coherence

-02 0 02 04 06 08 1 120

100

200

300

400

500

600

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 3 Lorenz 96 model

Edward Norton Lorenz 1917-2008

Lorenz96 duj

dt= (uj+1 minus ujminus2)ujminus1 minus uj + F

j = 01 middot middot middot J J = 5F = minus12

Figure Sensitive dependence Figure Statistical coherence

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 3 Lorenz 96 model

Edward Norton Lorenz 1917-2008

Lorenz96 duj

dt= (uj+1 minus ujminus2)ujminus1 minus uj + F

j = 01 middot middot middot J J = 5F = minus12

Figure Sensitive dependence

(Sensitive dependence)

Figure Statistical coherence

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

L96_demoavi
Media File (videoavi)

Example 4 Rayleigh-Beacutenard convection

1Pr

(partupartt

+ (u middot nabla)u) +nablap = ∆u + Ra kθ nabla middot u = 0 u|z=01 = 0

partθ

partt+ u middot nablaθ minus u3 = ∆θ θ|z=01 = 0 (θ = T minus (1minus z))

Pr =ν

κ

Ra =gα(Tbottom minus Ttop)h3

νκ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Figure Lord Rayleigh (JohnWilliam Strutt) 1842-1919

Figure Henri Beacutenard (left)1874-1939

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

RBC set-up and numerics

Figure RBC set-up Figure Numerical simulation

(infin Pr simulation)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

m1mpg
Media File (videompeg)

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 8: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Example 2 Logistic map

T (x) = 4x(1minus x) x isin [01]

Figure Sensitive dependence

0 20 40 60 80 100 120 140 160 180 2000

01

02

03

04

05

06

07

08

09

1

Orbits of the Logistic map with close ICs

Figure Statistical coherence

-02 0 02 04 06 08 1 120

100

200

300

400

500

600

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 3 Lorenz 96 model

Edward Norton Lorenz 1917-2008

Lorenz96 duj

dt= (uj+1 minus ujminus2)ujminus1 minus uj + F

j = 01 middot middot middot J J = 5F = minus12

Figure Sensitive dependence Figure Statistical coherence

minus20 minus10 0 10 200

2000

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minus20 minus10 0 10 200

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minus20 minus10 0 10 200

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minus20 minus10 0 10 200

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Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 3 Lorenz 96 model

Edward Norton Lorenz 1917-2008

Lorenz96 duj

dt= (uj+1 minus ujminus2)ujminus1 minus uj + F

j = 01 middot middot middot J J = 5F = minus12

Figure Sensitive dependence

(Sensitive dependence)

Figure Statistical coherence

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

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minus20 minus10 0 10 200

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minus20 minus10 0 10 200

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Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

L96_demoavi
Media File (videoavi)

Example 4 Rayleigh-Beacutenard convection

1Pr

(partupartt

+ (u middot nabla)u) +nablap = ∆u + Ra kθ nabla middot u = 0 u|z=01 = 0

partθ

partt+ u middot nablaθ minus u3 = ∆θ θ|z=01 = 0 (θ = T minus (1minus z))

Pr =ν

κ

Ra =gα(Tbottom minus Ttop)h3

νκ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Figure Lord Rayleigh (JohnWilliam Strutt) 1842-1919

Figure Henri Beacutenard (left)1874-1939

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

RBC set-up and numerics

Figure RBC set-up Figure Numerical simulation

(infin Pr simulation)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

m1mpg
Media File (videompeg)

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 9: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Example 3 Lorenz 96 model

Edward Norton Lorenz 1917-2008

Lorenz96 duj

dt= (uj+1 minus ujminus2)ujminus1 minus uj + F

j = 01 middot middot middot J J = 5F = minus12

Figure Sensitive dependence Figure Statistical coherence

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Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example 3 Lorenz 96 model

Edward Norton Lorenz 1917-2008

Lorenz96 duj

dt= (uj+1 minus ujminus2)ujminus1 minus uj + F

j = 01 middot middot middot J J = 5F = minus12

Figure Sensitive dependence

(Sensitive dependence)

Figure Statistical coherence

minus20 minus10 0 10 200

2000

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Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

L96_demoavi
Media File (videoavi)

Example 4 Rayleigh-Beacutenard convection

1Pr

(partupartt

+ (u middot nabla)u) +nablap = ∆u + Ra kθ nabla middot u = 0 u|z=01 = 0

partθ

partt+ u middot nablaθ minus u3 = ∆θ θ|z=01 = 0 (θ = T minus (1minus z))

Pr =ν

κ

Ra =gα(Tbottom minus Ttop)h3

νκ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Figure Lord Rayleigh (JohnWilliam Strutt) 1842-1919

Figure Henri Beacutenard (left)1874-1939

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

RBC set-up and numerics

Figure RBC set-up Figure Numerical simulation

(infin Pr simulation)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

m1mpg
Media File (videompeg)

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 10: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Example 3 Lorenz 96 model

Edward Norton Lorenz 1917-2008

Lorenz96 duj

dt= (uj+1 minus ujminus2)ujminus1 minus uj + F

j = 01 middot middot middot J J = 5F = minus12

Figure Sensitive dependence

(Sensitive dependence)

Figure Statistical coherence

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

4000

6000

8000

10000

12000

14000

minus20 minus10 0 10 200

2000

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Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

L96_demoavi
Media File (videoavi)

Example 4 Rayleigh-Beacutenard convection

1Pr

(partupartt

+ (u middot nabla)u) +nablap = ∆u + Ra kθ nabla middot u = 0 u|z=01 = 0

partθ

partt+ u middot nablaθ minus u3 = ∆θ θ|z=01 = 0 (θ = T minus (1minus z))

Pr =ν

κ

Ra =gα(Tbottom minus Ttop)h3

νκ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Figure Lord Rayleigh (JohnWilliam Strutt) 1842-1919

Figure Henri Beacutenard (left)1874-1939

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

RBC set-up and numerics

Figure RBC set-up Figure Numerical simulation

(infin Pr simulation)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

m1mpg
Media File (videompeg)

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 11: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Example 4 Rayleigh-Beacutenard convection

1Pr

(partupartt

+ (u middot nabla)u) +nablap = ∆u + Ra kθ nabla middot u = 0 u|z=01 = 0

partθ

partt+ u middot nablaθ minus u3 = ∆θ θ|z=01 = 0 (θ = T minus (1minus z))

Pr =ν

κ

Ra =gα(Tbottom minus Ttop)h3

νκ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Figure Lord Rayleigh (JohnWilliam Strutt) 1842-1919

Figure Henri Beacutenard (left)1874-1939

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

RBC set-up and numerics

Figure RBC set-up Figure Numerical simulation

(infin Pr simulation)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

m1mpg
Media File (videompeg)

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 12: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Figure Lord Rayleigh (JohnWilliam Strutt) 1842-1919

Figure Henri Beacutenard (left)1874-1939

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

RBC set-up and numerics

Figure RBC set-up Figure Numerical simulation

(infin Pr simulation)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

m1mpg
Media File (videompeg)

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 13: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

RBC set-up and numerics

Figure RBC set-up Figure Numerical simulation

(infin Pr simulation)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

m1mpg
Media File (videompeg)

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 14: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 15: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 16: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 17: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 18: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Statistical Approaches

dudt

= F(u) u isin H

S(t) solutionsemigroup

Long time average

lt Φ gt= limTrarrinfin

1T

int T

0Φ(v(t)) dt

Statistical coherence in terms of histogram implies independenceon initial dataSpatial averages

lt Φ gtt=

intH

Φ(v) dmicrot(v)

microt t ge 0 statistical solutionsFinite ensemble average vj(t) = S(t)v0j j = 1 middot middot middot N

lt Φ gtt=1N

Nsumj=1

Φ(vj(t))

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 19: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 20: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 21: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 22: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Statistics Solutions

microt t ge 0 dvdt

= F(v) S(t) t ge 0

Pull-backmicro0(Sminus1(t)(E)) = microt(E)

Push-forward (Φ suitable test functional)intH

Φ(v) dmicrot(v) =

intH

Φ(S(t)v) dmicro0(v)

Finite ensemble example

micro0 =Nsum

j=1

pjδv0j (v) microt =Nsum

j=1

pjδvj (t)(v)vj(t) = S(t)v0j

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 23: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 24: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Relative stability of statistical properties

Finite ensemble1N

Nsumj=1

Φ(uj(t))

Total variation

|microt(E)minus microt(E)| le |micro0(Sminus1(t)E)minus micro0(Sminus1(t)E)|

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 25: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 26: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 27: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Liouvillersquos equations

Figure Joseph Liouville1809-1882

Liouville type equation

ddt

intH

Φ(v) dmicrot(v)

=

intHlt Φprime(v)F(v) gt dmicrot(v)

Φ good test functionals eg

Φ(v) = φ((vv1) middot middot middot (vvN))

Liouville equation (finite d)

part

parttp(v t) +nabla middot (p(v t)F(v)) = 0

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 28: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 29: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Hopfrsquos equations

Figure Eberhard Hopf1902-1983

Hopfrsquos equation (special case of Li-ouville type)

ddt

intH

ei(vg) dmicrot(v)

=

intH

i lt F(v)g gt ei(vg) dmicrot(v)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 30: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 31: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 32: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Invariant measures (IM)(Stationary StatisticsSolutions)

Invariant measure (IM) micro isin PM(H)

micro(Sminus1(t)(E) = micro(E)

Stationary statistical solutions essentiallyintHlt F (v)Φprime(v) gt dmicro(v) = 0forallΦ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 33: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Birkhoffrsquos Ergodic Theorem

Figure George DavidBirkhoff 1884-1944 Definition

micro is ergodic if micro(E) = 0 or 1 for allinvariant sets E

Theorem (Birkhoffrsquos ErgodicTheorem)

If micro is invariant and ergodic thetemporal and spatial averages areequivalent ie

limTrarrinfin

1T

int T

0ϕ(S(t)u) dt =

intHϕ(u) dmicro(u) as

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 34: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 35: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 36: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 37: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Examples of IM 1 dissipative

drdt

= r(1minus r2)dθdt

= 1

micro1 = δ0

dmicro2 =1

2πdθ on r = 1

Non-uniqueness of invariant measureSupport of invariant measure may be singularQuestion of physical relevance

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 38: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 39: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 40: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Examples of IM 2 Hamiltonian

Hamiltonian system with energy H(pq) (q = x)Canonical measuredistribution

dmicro(pq) = Zminus1 exp(minusβH(pq)) dpdqZ =

intH

exp(minusβH(pq)) dpdq

Z partition function β inverse temperatureMicro-canonical measuredistribution

dmicro = χminus1 exp(minusβH(pq))δ(E minus H(pq)) dpdq

χ =

intexp(minusβH(pq))δ(E minus H(pq)) dpdq = exp(

Sk

)

χ structure function k Boltzmann const

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 41: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 42: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Shannonrsquos entropy (measuring uncertainty)

Figure Claude Shannon1916-2001

Definition (Shannon entropy)

S(p) = S(p1 pn) = minusnsum

i=1

pi ln pi

p isin PMn(A) probability measureon A = a1 an

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 43: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Uniqueness of Shannon entropy

Figure Edwin ThompsonJaynes 1922-1998

Theorem (Jaynes)

Hn(p1 pn) continuousA(n) = Hn(1n 1n)monotonic in nA = a1 an = A1

⋃A2

A1 = a1 akA2 = ak+1 anw1 = p1 + middot middot middot+ pk w2 = pk+1 + middot middot middot+ pn

Hn(p1 pn) = H2(w1w2)

+w1Hk (p1w1 pkw1)

+w2Hnminusk (pk+1w2 pnw2)

Then existK gt 0 st Hn(p1 pn) =KS(p1 pn) = minusK

sumnj=1 pj ln pj

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 44: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 45: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Jaynesrsquo maximum entropy principleGiven statistical measurements Fj of given functions fj j = 1 r le n minus 1

Fj =lt fj gtp=nsum

i=1

fj(ai)pi j = 1 r

or continuous version

Fj =lt fj gtp=

intfj(x)p(x) dx

Definition (Empirical maximum entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(p) = S(plowast) plowast isin C

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

plowasti =exp

(minus

sumrj=1 λj fj(ai)

)Z

Z =nsum

i=1

exp

minus rsumj=1

λj fj(ai)

Z partition function

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 46: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 47: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 48: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Maximum relative entropy principle

Relative entropy

S(pp0) = minusNsum

j=1

pj lnpj

p0j

= minusP(pp0)

with prior distribution p0

Relative entropy as semi-distance

minusS(pp0) ge 0forallp

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pp0) = S(plowastp0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 49: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 50: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Example discrete case

No constraint The one that maximizes the Shannon entropy onA = a1 middot middot middot aN is the uniform distribution on ANo constraint but with prior p0 The least biased (most probable)one is the prior

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 51: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 52: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 53: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Maximum entropy principle for continuous pdf

Entropy

S(p) = minusint

p(x) ln p(x) dx

Relative entropy

S(pΠ0) = minusint

p(x) lnp(x)

Π0(x)dx = minusP(pΠ0)

with prior distribution Π0

Definition (Empirical maximum relative entropy principle)

Least biased most probable pdf plowast is given by

maxpisinCS(pΠ0) = S(plowastΠ0) plowast isin C

for a given set of constraints C defined by

C = p isin PM(A)∣∣ lt fj gtp= Fj 1 le j le r

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 54: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 55: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Example continuous case

The most probable state with given first and second moments onthe line is the GaussianHamiltonian system with energy H being the only conservedquantity the most probably state is the Gibbs measure(macro-canonical measure)

1Z

exp(minusβH)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 56: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 57: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Maximum entropy for continuous fieldOne point statistics for q(x) x isin Ω

(application to PDE)

ρ(x λ) ge 0intρ(x λ) dλ = 1ae

int q+

qminusρ(x λ) dλ = Probqminus le q(x) lt q+

lt F (q) gtρ=1|Ω|

intΩ

intR1

F (x λ)ρ(x λ) dλdx

S(ρ) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln ρ(x λ) dλdx

S(ρΠ0) = minus 1|Ω|

intΩ

intR1ρ(x λ) ln

ρ(x λ)

Π0(x λ)dλdx

Maximum entropy principle remain the same

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 58: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 59: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 60: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Barotropic quasi-geostrophic equation with topography

Barotropic quasi-geostrophic equation

partqpartt

+nablaperpψ middot nablaq = 0 q = ∆ψ + h

q potential vorticity ψ stream-function h bottom topographyΩ = (02π)times (02π) per bcConserved quantities kinetic energy E and total enstrophy E

E = minus 12|Ω|

intΩ

ψ∆ψ dx

E =1

2|Ω|

intΩ

q2 dx

There exist infinitely many conserved quantities

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 61: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 62: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 63: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Application of maximum entropy principle to barotropicQG

Energy and total enstrophy as constraints

E(ρ) = minus 12|Ω|

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

E(ρ) =12

int intR1λ2ρ(x λ) dλdx

Lagrangian multiplier calculation

δSδρ

= minus1minus ln ρ

δEδρ

=12λ2

δEδρ

= λψ(x)δqδρ

= λ

δintρ(x λ) dλδρ

= δx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 64: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 65: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 66: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 67: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 68: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Application of maximum entropy principle to barotropicQG continued

Most probable state ρlowast

minus1minus ln(ρlowast) = minusθλψlowast +α

2λ2 + γ(x)

ρlowast(x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ α Lagrange multipliers for energy and enstrophy γ(x)Lagrange multipliers for the pdf constraintMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable(Arnold-Kruskal stability)

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 69: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 70: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 71: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 72: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 73: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 74: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Application of maximum relative entropy principle tobarotropic QG

Energy constraint

E(ρ) = minus12

intΩ

ψ(q minus h) q(x) =

intR1λρ(x λ)dλ q = ∆ψ + h

Gaussian prior

Π0(λ) =

radicαradic2π

exp(minusα2λ2)

Most probable state

ρlowast(~x λ) =

radicαradic2π

exp(minusα2

(λminus θ

αψlowast)2)

θ Lagrange multiplier for energyMean field equation

∆ψlowast + h =θ

αψlowast = microψlowastwith micro =

θ

α α gt 0

Under generic topography existmicro = micro(E) isin (minus1infin) ψmicro solves themean field equation uniquely and is nonlinearly stable

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 75: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 76: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 77: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 78: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 79: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Energy circulation theory with a general prior

BQG with bottom topography and channel geometryΩ = (02π)times (0 π)

ψ = ψprime =sumkge1

sumjge0

(ajk cos(jx) + bjk sin(jx)) sin(ky)

Energy and circulation as conserved quantities

E(ρ) = minus 12|Ω|

intΩ

ψωdx Γ(ρ) =1|Ω|

intΩ

intλρ(x λ)dλdx

Most probable one-point statistics

ρlowast(x λ) =e(θψlowastminusγ)λΠ0(x λ)int

e(θψlowastminusγ)λΠ0(x λ) dλ

θ γ Lagrange multipliers for energy and circulation respectivelyMean field equation

∆ψlowast+h =1θ

(part

partψlnZ(θψ x)

) ∣∣∣∣ψ=ψlowast

Z(ψx) =

inte(ψminusγ)λΠ0(x λ) dλ

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 80: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 81: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 82: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 83: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 84: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 85: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 86: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Mean field statistical theory for point vortices

2D Euler in a disc Ω = BR(0)Energy circulation and angular momentum (A = 1

|Ω|intΩ|x|2ω) as

conserved quantitiesAppropriate prior distribution

Nsumi=1

1N

(δω0(λ)otimes δxi ) δω0(λ)dx|Ω|

= Π0(λ)

Mean field equation for the most probable state

∆ψlowast = ωlowast =|Ω|

intλe(θψlowastminusγminusα|x|2)λΠ0(x λ) dλint int

e(θψlowastminusγminusα|x|2)λΠ0(x λ) dλ dx

Case with no angular momentum

∆ψlowast =Γ0eminusβψ

lowastinteminusβψlowastdx

β = minusθω0

Case with angular momentum

∆ψlowast =Γ0eminusβψ

lowastminusα|x|2intBR(0)

eminusβψlowastminusα|x|2dx

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 87: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 88: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 89: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 90: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 91: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 92: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 93: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics

Page 94: Empirical Statistical Mechanics · 2008-09-25 · Empirical Statistical Mechanics Wang, Xiaoming wxm@math.fsu.edu Florida State University Stochastic and Probabilistic Methods in

Summary empirical statistical mechanics

Undampedunforced setting customaryInformation theoretical approach maximize Shannon entropy orrelative entropy with prior and given measurements (conservedquantities)Conserved quantities become constraints on the one-pointstatistics ρMean field equation

q = G(ψ)

Most of them (large scale structure) are stable under appropriateassumptions and hence physically relevantThe process is relatively easy and versatile (with given prior andconserved quantities)Further reading Majda and W Nonlinear Dynamics andStatistical Theories for Basic Geophysical Flows CUP 2006

Wang Xiaoming wxmmathfsuedu Empirical Statistical Mechanics